Increasing network speed on low bandwidth
Solution 1:
Your problem goes deeper: GPRS in general and EDGE in particular are tough grounds for TCP connections due to the unreliable nature of the transport medium and the constantly changing, incredibly high round-trip-times of the data packets. Transmissions would be painfully slow not due to the fact that EDGE is slow but due to the fact that internal TCP counters would time out repeatedly, retransmissions would be triggered multiple times filling up the narrow link and reducing the transmission windows. There has been some prior scientific work dealing with this topic. One of the efforts resulted in the publishing of a paper by the University of Cambridge (which is an interesting read) and apparently the implementation of the GPRSWeb Proxy software, which has not been released to the public. You may want to contact the authors or the faculty if you need more information on this topic.
Opera Turbo indeed uses some of the techniques described in the aforementioned paper and they work quite well, but if you are looking for a browser-agnostic solution, take a look at Ziproxy:
Ziproxy is a forwarding (non-caching) compressing HTTP proxy server. Basically, it squeezes images by converting them to lower quality JPEGs or JPEG 2000 and compresses (gzip) HTML and other text-like data. It also provides other features such as: HTML/JS/CSS optimization, preemptive hostname resolution, transparent proxying, IP ToS marking (QoS), Ad-Blocker, detailed logging and more.
It would not address the protocol-specific issues of GPRS, though.
I would not use VPN links with enabled compression - it likely will not help your problem since the transmitted data is compressed already most of the time: most webmasters are using GZIP compression for HTML and CSS and image data is compressed as well and cannot meaningfully be re-compressed with lossless methods - i.e. without resizing and/or transcoding.
Solution 2:
One option would be to use a VPN with compression.
http://openvpn.net is a pretty good option, if I am not mistaken it uses lzo as compression and you could gain up to 20% speed(which may vary depending on lots of things) I believe.
The compression makes the throughput bursty and slightly increases latency, in some cases you might need to tweek the windows configurations.
It does have client version for windows and linux and you can set it as a server, service and/or just start with windows as well as make it your default gateway.
EDIT:
Depending on what this solution is for, you could even go as far as setting up a squid on top of your VPN server with a caching solution + compression as well.